+261.9%
TRGP vs PRU
+50.2%
+211.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.8% |
| 7D | +0.8% | +1.9% | -1.1% | -0.1% |
| 30D | +11.5% | +2.7% | +8.8% | +10.1% |
| 3M | +9.0% | +19.5% | -10.5% | 0.0% |
| 6M | +20.5% | +26.6% | -6.1% | +7.1% |
| YTD | +59.5% | +12.3% | +47.2% | +49.9% |
| 1Y | +77.9% | +18.0% | +59.9% | +62.2% |
| All | +261.9% | +50.2% | +211.7% | +192.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling